Livermore Investments (UK) Market Value
| LIV Stock | 45.30 0.30 0.67% |
| Symbol | Livermore |
Livermore Investments 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Livermore Investments' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Livermore Investments.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Livermore Investments on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Livermore Investments Group or generate 0.0% return on investment in Livermore Investments over 720 days. Livermore Investments is related to or competes with Toyota, SoftBank Group, OTP Bank, Las Vegas, Yum Brands, Digital Realty, and Axon Enterprise. Livermore Investments is entity of United Kingdom More
Livermore Investments Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Livermore Investments' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Livermore Investments Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.41 | |||
| Information Ratio | 0.1451 | |||
| Maximum Drawdown | 8.78 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 3.27 |
Livermore Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Livermore Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Livermore Investments' standard deviation. In reality, there are many statistical measures that can use Livermore Investments historical prices to predict the future Livermore Investments' volatility.| Risk Adjusted Performance | 0.1895 | |||
| Jensen Alpha | 0.2963 | |||
| Total Risk Alpha | 0.0965 | |||
| Sortino Ratio | 0.1467 | |||
| Treynor Ratio | 1.13 |
Livermore Investments Backtested Returns
Livermore Investments appears to be very steady, given 3 months investment horizon. Livermore Investments has Sharpe Ratio of 0.24, which conveys that the firm had a 0.24% return per unit of risk over the last 3 months. We have found thirty technical indicators for Livermore Investments, which you can use to evaluate the volatility of the firm. Please exercise Livermore Investments' Mean Deviation of 0.8714, downside deviation of 1.41, and Risk Adjusted Performance of 0.1895 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Livermore Investments holds a performance score of 18. The company secures a Beta (Market Risk) of 0.29, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Livermore Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Livermore Investments is expected to be smaller as well. Please check Livermore Investments' kurtosis, market facilitation index, and the relationship between the semi variance and rate of daily change , to make a quick decision on whether Livermore Investments' current price movements will revert.
Auto-correlation | -0.65 |
Very good reverse predictability
Livermore Investments Group has very good reverse predictability. Overlapping area represents the amount of predictability between Livermore Investments time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Livermore Investments price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Livermore Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 33.8 |
Livermore Investments lagged returns against current returns
Autocorrelation, which is Livermore Investments stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Livermore Investments' stock expected returns. We can calculate the autocorrelation of Livermore Investments returns to help us make a trade decision. For example, suppose you find that Livermore Investments has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Livermore Investments regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Livermore Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Livermore Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Livermore Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Livermore Investments Lagged Returns
When evaluating Livermore Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Livermore Investments stock have on its future price. Livermore Investments autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Livermore Investments autocorrelation shows the relationship between Livermore Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Livermore Investments Group.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Livermore Stock
Livermore Investments financial ratios help investors to determine whether Livermore Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Livermore with respect to the benefits of owning Livermore Investments security.